Catherine Doz

Economics and Econometrics · 2011–2012

A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 39 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 38 citations into it; #2,003 of 23,481 by trust here, #5,178 by citations
• Finance — 17 citations into it; #2,324 of 10,518 by trust here, #3,946 by citations
• Statistics and Probability — 5 citations into it

Whom Catherine Doz trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jushan Bai
2. M. Forni
3. James H. Stock
4. Serena Ng
5. Mark W. Watson
6. Domenico Giannone
7. L. Reichlin
8. Marco Lippi
9. Jean Boivin
10. Gary Chamberlain

Who trusts Catherine Doz overall

1. Jushan Bai
2. James H. Stock
3. Marta Bańbura
4. Chiara Scotti
5. Mark W. Watson
6. Kunpeng Li
7. J. Breitung
8. Silvia Miranda-Agrippino
9. Matteo Barigozzi
10. Domenico Giannone

Papers from Catherine Doz's perspective

Ordered by how strongly the researchers Catherine Doz trusts endorse each paper. Same corpus, a different order for every researcher.

1. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
2. Are more data always better for factor analysis
3. Inferential Theory for Factor Models of Large Dimensions
4. Nowcasting: the real time informational content of macroeconomic data releases
5. Determining the Number of Factors in Approximate Factor Models
6. Monetary Policy in a Data-Rich Environment
7. Forecasting Using Principal Components From a Large Number of Predictors
8. Macroeconomic Forecasting Using Diffusion Indexes
9. Eigenvalue Ratio Test for the Number of Factors
10. Determining the Number of Factors in the General Dynamic Factor Model

Their papers

• A two-step estimator for large approximate dynamic factor models based on Kalman filtering (2011) — 497 citations
• A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2012) — 516 citations